An empirical analysis of the importance of controlling for unobserved heterogeneity when estimating the income-mortality gradient

Demographic Research

Volumn 31, Issue 1, 2014, Pages 913-940

  Kalwij, Adriaan S ^a  

^a UTRECHT UNIVERSITY   (Netherlands)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84920279022     PISSN: None     EISSN: 14359871     Source Type: Journal    
DOI: 10.4054/DemRes.2014.31.30     Document Type: Article

References (57)

1. Aalen O.O. (1994). Effects of frailty in survival analysis. Statistical Methods in Medical Research 3(3): 227-243. doi:10.1177/096228029400300303.
2. Abbring, J.H. and van den Berg, G.J. (2007). The unobserved heterogeneity distribution in duration analysis. Biometrika 94(1): 87-99. doi:10.1093/biomet/asm013.
3. Akaike, H. (1974). A new look at the statistical model identification. IEE Transactions on Automatic Control 19(6): 716-723. doi:10.1109/TAC.1974.1100705.
4. Baker, M. and Melino, A. (2000). Duration dependence and nonparametric heterogeneity: A Monte Carlo study. Journal of Econometrics 96(2): 357-393. doi:10.1016/S0304-4076(99)00064-0.
5. Barker, D.J.P. (1995). Fetal origins of coronary heart disease. British Medical Journal 311(6998): 171-174. doi:10.1136/bmj.311.6998.171.
6. Belloni, M., Alessie, R.J.M., Kalwij, A.S., and Marinacci, C. (2013). Lifetime income and old-age mortality risk in Italy over two decades. Demographic Research 29(45): 1261-1298. doi:10.4054/DemRes.2013.29.45.
7. Bissonnette, L. (2012). Essays on subjective expectations and stated preferences. [Ph. D. Thesis]. Tilburg University.
8. Blakely, T., Kawachi, I., Atkinson, J., and Fawcett, J. (2004). Income and mortality: The shape of the association and confounding New Zealand Census-Mortality Study, 1981-1999. International Journal of Epidemiology 33(4): 874-883. doi:10.1093/ije/dyh156.
9. Bretagnolle, J. and Huber-Carol, C. (1988). Effects of omitting covariates in Cox's model for survival data. Scandinavian Journal of Statistics 15(2): 125-138.
10. Brown, J.R. (2000). Differential mortality and the value of individual account retirement annuities. NBER Working Paper No. 7560. National Bureau of Economic Research, Cambridge, MA.
11. CBS Centraal Bureau voor de Statistiek (2012a). Documentatierapport Inkomenspanel onderzoek (IPO). Centrum voor Beleidsstatistiek, Voorburg.
12. CBS Centraal Bureau voor de Statistiek (2012b). Documentatierapport Doodsoorzaken (DO). Centrum voor Beleidsstatistiek, Voorburg.
13. Chamberlain, G. (1985). Heterogeneity, Omitted Variable Bias, and Duration Dependence. In: Heckman, J.J. and Singer, B.S. (eds.). Longitudinal Analysis of Labor Market Data. Cambridge: Cambridge University Press: 3-38. doi:10.10 17/CCOL0521304539.001
14. Congdon, P. (1994). Analysing mortality in London: Life-tables with frailty. Journal of the Royal Statistical Society. Series D (The Statistician) 43(2): 277-308. doi:10. 2307/2348345.
15. Cox, D.R. (1972). Regression models and life-tables. Journal of the Royal Statistical Society, Series B (Statistical Methodology) 34(2): 187-220.
16. D'Addio, A.C. and Rosholm, M. (2002). Left-censoring in duration data: Theory and applications. Working Paper No. 2002-5, University of Aarhus, Denmark.
17. Duleep, H.O. (1986). Measuring income's effect on adult mortality using longitudinal administrative record data. Journal of Human Resources 21(2): 238-251. doi:10.2307/145800.
18. Elbers, C. and Ridder, G. (1982). True and spurious duration dependence: The identifiability of the proportional hazard model. Review of Economic Studies 49(3): 403-409.
19. Flores, M. and Kalwij, A.S. (2014). The associations between early life circumstances and later life health and employment in Europe. Empirical Economics. forthcoming. doi:10.1007/s00181-013-0785-3.
20. Frijters, P., Shields, M.A., and Haisken-DeNew, J.P. (2011). The increasingly mixed proportional hazard model: An application to socioeconomic status, health shocks, and mortality. Journal of Business and Economic Statistics 29(2): 271-281. doi:10.1198/jbes.2010.08082.
21. Gaudecker, von H.M. and Scholz, R.D. (2007). Differential mortality by lifetime earnings in Germany. Demographic Research 17(4): 83-108. doi:10.4054/Dem Res.2007.17.4.
22. Gompertz, B. (1825). On the Nature of the Function Expressive of the Law of Human Mortality, and on a New Mode of Determining the Value of Life Contingencies. Philosophical Transactions of the Royal Society of London 115: 513-585. doi:10.1098/rstl.1825.0026.
23. Goto, F. (1996). Achieving semiparametric efficiency bounds in left-censored duration models. Econometrica 64(2): 439-442. doi:10.2307/2171791.
24. Heckman, J.J. and Singer, B. (1982). Population heterogeneity in demographic models. In: Land, K.C. and Rogers, A. (eds.). Multidimensional mathematical demography. New York: Academic Press: 567-599. doi:10.1016/B978-0-12-435640-5.50018-3.
25. Heckman, J.J. and Singer, B. (1984). A method for minimizing the impact of distributional assumptions in econometric models for duration data. Econometrica 52(2): 271-320. doi:10.2307/1911491.
26. Horowitz, J.L. (1999). Semi-parametric estimation of a proportional hazard rare model with unobserved heterogeneity. Econometrica 67(5): 1001-1028. doi:10.1111/1468-0262.00068.
27. Hougaard, P. (1984). Life table methods for heterogeneous populations: Distributions describing the heterogeneity. Biometrika 71(1): 75-83. doi:10.1093/biomet/71. 1.75.
28. Huisman, M., Kunst, A.E., Bopp, M., Borgan, J.-K., Borrell, C., Costa, G., Deboosere, P., Gadeyne, S., Glickman, M., Marinacci, C., Minder, C., Regidor, E., Valkonen, T., and Mackenbach, J.P. (2005). Educational inequalities in cause-specific mortality in middle-aged and older men and women in eight Western European populations. Lancet 365(9458): 493-500. doi:10.1016/S0140-6736 (05)17867-2.
29. Human Mortality Database (2008). Available at http://www.mortality.org.
30. Kalwij, A.S., Alessie, R.J.M., and Knoef, M.G. (2013). Individual income and remaining life expectancy at the statutory retirement age of 65 in the Netherlands. Demography 50(1): 181-206. doi:10.1007/s13524-012-0139-3.
31. Lancaster, T. (1979). Econometric methods for the duration of unemployment. Econometrica 47(4): 939-956. doi:10.2307/1914140.
32. Lancaster, T. (1990). The econometric analysis of transition data. Cambridge: Cambridge University Press.
33. Leombruni, R., Richiardi, M., Demaria, M., and Costa, G. (2010). Aspettative di vita, lavori usuranti ed equità del sistema previdenziale. Prime evidenze dal Work Histories Italian Panel. Epidemiologia e Prevenzione 34(4): 150-158.
34. Lindahl, M. (2005). Estimating the effect of income on health and mortality using lottery prizes as an exogenous source of variation in income. Journal of Human Resources 40(1): 144-168. doi:10.3368/jhr. XL.1.144.
35. Manton, K.G., Stallard, E., and Vaupel, J.W. (1981). Methods for comparing the mortality experiences of heterogeneous populations. Demography 18(3): 389-410. doi:10.2307/2061005.
36. Manton, K.G., Stallard, E., and Vaupel, J.W. (1986). Alternative models for the heterogeneity of mortality risks among the aged. Journal of the American Statistical Society 81(395): 635-644. doi:10.1080/01621459.1986.10478316.
37. Martikainen, P., Mäkelä, P., Koskinen, S., and Valkonen, T. (2001). Income differences in mortality: A register-based follow-up study of three million men and women. International Journal of Epidemiology 30(6): 1397-1405. doi:10.1093/ije/30.6. 1397.
38. Menchik, P.L. (1993). Economic status as a determinant of mortality among Black and White older men: Does poverty kill? Population Studies 47(3): 427-436. doi:10.1080/0032472031000147226.
39. Missov, T.I. and Finkelstein, M. (2011). Admissible mixing distributions for a general class of mixture survival models with known asymptotics. Theoretical Population Biology 80(1): 64-70. doi:10.1016/j.tpb.2011.05.001.
40. Nelissen, J.H.M. (1999). Mortality differences related to socioeconomic status and the progressivity of old-age pensions and health insurance: The Netherlands. European Journal of Population 15(1): 77-97. doi:10.1023/A:1006188911462.
41. Newman, J.L. and McCulloch, C.E. (1984). A hazard rate approach to the timing of births. Econometrica 52(4): 939-961. doi:10.2307/1911192.
42. Omariba, D.W.R, Beaujot, R., and Rajulton, F. (2007). Determinants of infant and child mortality in Kenya: An analysis controlling for frailty. Population Research Policy Review 26(3): 299-321. doi:10.1007/s11113-007-9031-z.
43. Osler, M., Prescott, E., Grønbæk, M., Christensen, U., Due, P., and Engholm, G. (2002). Income inequality, individual income, and mortality in Danish adults: Analysis of pooled data from two cohort studies. British Medical Journal 324(7328): 13-16. doi:10.1136/bmj.324.7328.13.
44. Ridder, G. (1984). The distribution of single-spell duration data. In: Neumann, G.R. and Westerggård-Nielsen, N. (eds.). Studies in Labor Market Analysis. Berlin: Springer-Verlag: 45-73. doi:10.1007/978-3-642-88315-6_3.
45. Robine, J.-M. (2007). Research issues on human longevity. In: Robine, J.-M., Crimmins, E.M., Horiuchi, S., and Yi, Z. (eds.). Human longevity, individual life duration, and the growth of the oldest-old population. Dordrecht: Springer: 7-42. doi:10.1007/978-1-4020-4848-7_1.
46. Schumacher, M., Olschewski, M., and Schmoor, C. (1987). The impact of heterogeneity on the comparison of survival times. Statistics in Medicine 6(7): 773-784. doi:10.1002/sim.4780060708
47. Shepard, D.S. and Zeckhauser, R.K. (1980). Long-term effects of interventions to improve survival in mixed populations. Journal of Chronic Diseases 33(7): 413-433. doi:10.1016/0021-9681(80)90039-9.
48. Siermann, C., van Teeffelen, P., and Urlings, L. (2004). Equivalentiefactoren 1995-2000: Methode en belangrijkste uitkomsten. Sociaal-economische Trends 3: 63-66.
49. Snyder, S.E. and Evans, W.N. (2006). The effect of income on mortality: Evidence from the social security notch. Review of Economics and Statistics 88(3): 482-495. doi:10.1162/rest.88.3.482.
50. Turnbull, B.W., Jiang, W., and Clark, L.C. (1997). Regression models for recurrent event data: Parametric random effects models with measurement error. Statistics in Medicine 18: 853-864. doi:10.1002/(SICI)1097-0258(19970430)16:8<853:: AID-SIM540>3.0.CO;2-N.
51. Van den Berg, G.J., Lindeboom, M., and Portrait, F. (2006). Economic conditions early in life and individual mortality. American Economic Review 96(1): 290-302. doi:10.1257/000282806776157740.
52. Vaupel, J.W., Manton, K.G., and Stallard, E. (1979). The impact of heterogeneity in individual frailty on the dynamics of mortality. Demography 16(3): 439-454. doi:10.2307/2061224.
53. Vaupel, J.W. and Yashin, A.I. (1985). Heterogeneity's rules: Some surprising effects of selection on population dynamics. American Statistician 39: 176-185.
54. Vaupel, J.W. and Yashin, A.I. (2006). Unobserved population heterogeneity. In: Caselli, G., Vallin, J., and Wunsch, G. (eds.). Demography: Analysis and synthesis; a treatise in population studies, Volume 1. Amsterdam: Elsevier: 271-278.
55. Whitehouse, E.R. and Zaidi, A. (2008). Socio-economic differences in mortality: Implications for pension policies. OECD Social, Employment and Migration Working Paper No. 71, Paris.
56. Yashin, A.I., Iachine, I.A., and Harris, J.R. (1999). Half of the variation in susceptibility to mortality is genetic: Findings from Swedish twin survival data. Behavior Genetics 29(1): 11-19. doi:10.1023/A:1021481620934.
57. Zarulli, V., Marinacci, C., Costa, G. and Caselli, G. (2013). Mortality by education level at late-adult ages in Turin: a survival analysis using frailty models with period and cohort approaches. British Medical Journal Open 3(7): 3:e002841. doi:10.1136/bmjopen-2013-002841.